Build 'Custom' ARIMA model

Erik3 — Sat, 23 Oct 2021 07:19:47 GMT

Good day,

I am in need of building my ARMA(1,2) model in SAS, specified as:

Xt*(1-8B) = Wt*(1+0.7B+0.6B^2) therefore
Xt = 8*Xt-1 + Wt + 0.7*Wt-1 + 0.6*Wt-2

I have been given observations:

X1=1.5 X2=0.9 X3=0.5 X4=0.12

I want to calculate the 1 to 3 step ahead forecasts and mean square prediction errors.

Is there a way I can do this in SAS?

ANY help would be appreciated. Thank you!

Re: Build 'Custom' ARIMA model

Ksharp — Sun, 24 Oct 2021 10:52:04 GMT

Plz post it at Forecasting Forum . it is about SAS/ETS